Tobias Fissler

Management Science and Operations Research · 2015

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 12 citations into it; #3,488 of 11,946 by trust here, #7,262 by citations
• Economics and Econometrics — 7 citations into it
• Finance — 6 citations into it; #3,494 of 10,518 by trust here, #6,960 by citations
• Statistics and Probability — 5 citations into it; #4,571 of 12,932 by trust here, #7,508 by citations

Whom Tobias Fissler trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tilmann Gneiting
2. Freddy Delbaen
3. J. Ziegel
4. Stefan Weber
5. Ken West
6. S. Kusuoka
7. Adrian E. Raftery
8. Paul Embrechts
9. Fabio Bellini
10. Joseph E. Engelberg

Who trusts Tobias Fissler overall

1. James W. Taylor
2. Tilmann Gneiting
3. Timo Dimitriadis
4. J. Ziegel
5. Sebastian Bayer
6. Johannes Resin
7. Natalia Nolde
8. Abdelaati Daouia

Papers from Tobias Fissler's perspective

Ordered by how strongly the researchers Tobias Fissler trusts endorse each paper. Same corpus, a different order for every researcher.

1. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
2. Probabilistic forecasts, calibration and sharpness
3. Strictly Proper Scoring Rules, Prediction, and Estimation
4. Elicitable Risk Measures
5. On law invariant coherent risk measures
6. Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters
7. FORECAST EVALUATION
8. The role of the information set for forecasting—with applications to risk management
9. Quantile Regression
10. Making and Evaluating Point Forecasts

Their papers

• Higher order elicitability and Osband’s principle (2015) — 394 citations
• Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting (2015) — 141 citations